Extrude from two shapes
A way to do it would be to convert both shapes to meshes (with Alt+C). Then extrude first mesh of a value greater than wideness of second mesh, and extrude second mesh of a value greater than wideness of first mesh. Then do a boolean intersect of them and a remove double (that can help to obtain a clean result). 
You can't do booleans on extruded curves, even if you add first a remesh modifier on them, so you can't keep the editable property of bezier curves (or svg) for modifying on the fly the final volume if this is what you expected... (But for sure that would be a really great way to do it)